Golden Minerals Co (AUMN.TO)
0.69
-0.09
(-11.54%)
CAD |
TSX |
Apr 29, 16:00
Golden Minerals Max Drawdown (5Y): 98.94% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.94% |
| February 29, 2024 | 98.72% |
| January 31, 2024 | 98.28% |
| December 31, 2023 | 98.15% |
| November 30, 2023 | 98.15% |
| October 31, 2023 | 97.48% |
| September 30, 2023 | 97.42% |
| August 31, 2023 | 96.65% |
| July 31, 2023 | 95.08% |
| June 30, 2023 | 93.72% |
| May 31, 2023 | 87.69% |
| April 30, 2023 | 83.33% |
| March 31, 2023 | 83.33% |
| February 28, 2023 | 83.33% |
| January 31, 2023 | 83.33% |
| December 31, 2022 | 83.33% |
| November 30, 2022 | 83.33% |
| October 31, 2022 | 83.33% |
| September 30, 2022 | 85.07% |
| August 31, 2022 | 89.63% |
| July 31, 2022 | 89.63% |
| June 30, 2022 | 89.63% |
| May 31, 2022 | 89.63% |
| April 30, 2022 | 90.10% |
| March 31, 2022 | 90.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.69% |
| January 31, 2022 | 90.69% |
| December 31, 2021 | 90.69% |
| November 30, 2021 | 90.69% |
| October 31, 2021 | 90.69% |
| September 30, 2021 | 91.45% |
| August 31, 2021 | 91.45% |
| July 31, 2021 | 92.29% |
| June 30, 2021 | 92.29% |
| May 31, 2021 | 92.29% |
| April 30, 2021 | 92.58% |
| March 31, 2021 | 96.87% |
| February 28, 2021 | 96.99% |
| January 31, 2021 | 97.18% |
| December 31, 2020 | 97.33% |
| November 30, 2020 | 98.88% |
| October 31, 2020 | 99.12% |
| September 30, 2020 | 99.12% |
| August 31, 2020 | 99.12% |
| July 31, 2020 | 99.12% |
| June 30, 2020 | 99.12% |
| May 31, 2020 | 99.12% |
| April 30, 2020 | 99.12% |
| March 31, 2020 | 99.12% |
| February 29, 2020 | 99.12% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
83.33%
Minimum
Oct 2022
99.12%
Maximum
Apr 2019
94.06%
Average
96.93%
Median
Max Drawdown (5Y) Benchmarks
| Aura Minerals Inc | 59.15% |
| Lundin Gold Inc | 41.84% |
| Silver Sands Resources Corp | -- |
| Mongoose Mining Ltd | -- |
| Torrent Gold Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.02 |
| Beta (5Y) | 0.5032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.27% |
| Historical Sharpe Ratio (5Y) | -0.5077 |
| Historical Sortino (5Y) | -0.9522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |